-57.4%
GNRC vs PSKY
-70.1%
+12.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -15.7% | +11.6% | -27.3% | -17.8% |
| 3M | -27.3% | +1.5% | -28.9% | -27.9% |
| 6M | -12.1% | +7.7% | -19.8% | -14.5% |
| YTD | +37.1% | -20.1% | +57.2% | +41.1% |
| 1Y | -0.5% | -38.3% | +37.8% | +7.8% |
| 3Y | +61.5% | -17.7% | +79.3% | +47.3% |
| All | -57.4% | -70.1% | +12.7% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling